I don't doubt you (that's why I used to do it), but this isn't the case for Halladay anyway. Look up any picture of him or just watch him live, it's never out. And while most ballplayers who do this do it for that reason, I don't think it's fact that most ballplayers do this. I know I don't anymore. A batting glove underneath is good enough.
Most pitchers keep their index finger in their gloves. They want to avoid tipping any pitches at all costs.